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Correlation
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3,649
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3,530
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1,069
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779
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769
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521
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Pesaran, M. Hashem
97
Caporale, Guglielmo Maria
72
Gil-Alaña, Luis A.
72
Timmermann, Allan
55
Kapetanios, George
52
Narayan, Paresh Kumar
47
Perron, Pierre
43
Sibbertsen, Philipp
40
McAleer, Michael
38
Bauwens, Luc
37
Tiwari, Aviral Kumar
36
Diebold, Francis X.
33
Ledoit, Olivier
32
Gupta, Rangan
31
Wolf, Michael
31
Engle, Robert F.
30
Hendry, David F.
30
Leybourne, Stephen James
30
Balcilar, Mehmet
28
Dijk, Dick van
28
Chang, Tsangyao
27
Koopman, Siem Jan
27
Harvey, David I.
26
Lee, Chien-chiang
26
Lucas, André
26
Smyth, Russell
26
Westerlund, Joakim
26
Wied, Dominik
26
Banerjee, Anindya
25
McMillan, David G.
25
Osborn, Denise R.
25
Taylor, Robert
25
Urga, Giovanni
25
Weber, Enzo
25
Christiansen, Charlotte
24
Gil-Alana, Luis A.
24
Kruse, Robinson
24
Pahlavani, Mosayeb
23
Teräsvirta, Timo
23
Caporin, Massimiliano
22
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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International Monetary Fund
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School of Accounting, Economics, and Finance, University of Wollongong
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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HAL
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EconWPA
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Federal Reserve Bank of St. Louis
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Institut für Schweizerisches Bankwesen <Zürich>
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Iowa State University of Science and Technology <Ames, Iowa> / Department of Economics
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Loughborough University / Department of Economics
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4
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Universitetet <Stavanger> / School of Business Administration
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Universität <Regensburg> / Institut für Banken und Finanzierung
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Banca d'Italia
3
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3
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3
Department of Economics, University of Connecticut
3
East Asian Bureau of Economic Research (EABER)
3
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
3
Federal Reserve Bank of New York
3
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IMF Working Papers
387
Applied economics
195
Journal of econometrics
194
Economics letters
184
Economic modelling
163
Finance research letters
114
Applied economics letters
109
Energy economics
107
Journal of banking & finance
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
NBER working paper series
92
NBER Working Paper
80
International review of economics & finance : IREF
77
Working paper / National Bureau of Economic Research, Inc.
75
Journal of empirical finance
73
Working paper
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
MPRA Paper
70
Discussion paper / Tinbergen Institute
67
Econometric reviews
66
International review of financial analysis
64
Research in international business and finance
64
CESifo working papers
59
International journal of theoretical and applied finance
57
Journal of international financial markets, institutions & money
56
Journal of international money and finance
51
International journal of forecasting
50
The North American journal of economics and finance : a journal of financial economics studies
48
Discussion paper / Centre for Economic Policy Research
45
Econometric theory
44
Computational economics
43
Journal of financial economics
41
Working Paper
41
Physica A: Statistical Mechanics and its Applications
40
Applied financial economics
39
Journal of economic dynamics & control
39
Journal of risk and financial management : JRFM
39
CREATES research paper
38
Discussion paper series / IZA
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
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ECONIS (ZBW)
11,613
RePEc
1,326
EconStor
406
USB Cologne (EcoSocSci)
55
USB Cologne (business full texts)
45
BASE
31
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81
Arbitrage pricing and hedging of interest rate claims with state variables
El Karoui, Nicole
;
Myneni, Ravi
;
Viswanathan, R.
-
1992
Persistent link: https://www.econbiz.de/10000875959
Saved in:
82
The arbitrage pricing theory is not robust 2 : factor structures and factor pricing
Bray, Margaret
-
1994
Persistent link: https://www.econbiz.de/10000881658
Saved in:
83
Understanding and managing interest rate risks
Chen, Ren-Raw
-
1996
Persistent link: https://www.econbiz.de/10000620475
Saved in:
84
Measuring market integration : a model of arbitrage with an econometric application to the gold standard, 1879-1913
Prakash, Gauri
;
Taylor, Alan M.
-
1997
Persistent link: https://www.econbiz.de/10000630582
Saved in:
85
The arbitrage pricing theorem with non expected utility preferences
Kelsey, David
-
1990
Persistent link: https://www.econbiz.de/10000129172
Saved in:
86
The arbitrage pricing theorem with non expected utility preferences
Kelsey, David
;
Milne, Frank
-
1992
Persistent link: https://www.econbiz.de/10000135930
Saved in:
87
Testing and determining arbitrage pricing structure from regressions on macro variables
Cragg, John G.
;
Donald, Stephen G.
-
1992
Persistent link: https://www.econbiz.de/10000135956
Saved in:
88
No arbitrage pricing and the term structure of interest rates
Gustavsson, Thomas
-
1992
Persistent link: https://www.econbiz.de/10000136416
Saved in:
89
Interest rate arbitrage with differential arbitrage opportunities
Natsis, Trifon
-
1992
Persistent link: https://www.econbiz.de/10000140355
Saved in:
90
Continuous time international arbitrage pricing : theory and estimation
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1994
Persistent link: https://www.econbiz.de/10000147748
Saved in:
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